Last Update: 30 November 2022

Implementing the US Inflation Protection Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 7 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 2 years rolling periods, you would have obtained a positive returns 94.21% of times

All the returns are calculated over the available historical serie, starting from January 1985 until November 2022.

In order to have complete information about the portfolio, please refer to the US Inflation Protection Portfolio: ETF allocation and returns page.

Rolling Returns

US Inflation Protection Portfolio: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.26 40.52
Apr 1985 - Mar 1986
-12.69
Oct 2021 - Sep 2022
15.77%
2 Years
6.95 23.83
Mar 1985 - Feb 1987
-4.31
Oct 2020 - Sep 2022
5.79%
3 Years
6.90 17.65
Sep 1990 - Aug 1993
-2.34
Jan 2013 - Dec 2015
2.86%
4 Years
6.87 14.30
Mar 1989 - Feb 1993
-0.83
Dec 2012 - Nov 2016
2.45%
5 Years
6.85 14.27
Sep 1988 - Aug 1993
-0.28
Dec 2012 - Nov 2017
1.77%
6 Years
6.86 13.81
Oct 1987 - Sep 1993
-0.41
Dec 2012 - Nov 2018
1.04%
7 Years
6.86 13.02
Jan 1985 - Dec 1991
0.61
Feb 2012 - Jan 2019
0.00%
8 Years
6.86 13.37
Mar 1985 - Feb 1993
1.53
Oct 2014 - Sep 2022
0.00%
9 Years
6.83 12.83
Jan 1985 - Dec 1993
1.51
Oct 2013 - Sep 2022
0.00%
10 Years
6.87 11.39
Mar 1985 - Feb 1995
0.72
Oct 2012 - Sep 2022
0.00%
11 Years
6.92 11.83
Jan 1985 - Dec 1995
1.38
Nov 2011 - Oct 2022
0.00%
12 Years
6.95 10.96
Mar 1985 - Feb 1997
2.00
Nov 2010 - Oct 2022
0.00%
13 Years
6.97 11.22
Mar 1985 - Feb 1998
2.53
Dec 2009 - Nov 2022
0.00%
14 Years
6.96 10.92
Jan 1985 - Dec 1998
2.80
Oct 2008 - Sep 2022
0.00%
15 Years
6.99 10.29
Oct 1987 - Sep 2002
2.93
Dec 2007 - Nov 2022
0.00%
20 Years
7.02 10.27
Mar 1985 - Feb 2005
3.58
Oct 2002 - Sep 2022
0.00%
30 Years
6.82 8.32
Mar 1985 - Feb 2015
5.33
Oct 1992 - Sep 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.26% +40.52%
Apr 1985 - Mar 1986
-12.69%
Oct 2021 - Sep 2022
15.77%
70 out of 444
1 Year Annualized Rolling Returns over time
1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.95% +23.83%
Mar 1985 - Feb 1987
-4.31%
Oct 2020 - Sep 2022
5.79%
25 out of 432
2 Years Annualized Rolling Returns over time
2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.90% +17.65%
Sep 1990 - Aug 1993
-2.34%
Jan 2013 - Dec 2015
2.86%
12 out of 420
3 Years Annualized Rolling Returns over time
3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.87% +14.30%
Mar 1989 - Feb 1993
-0.83%
Dec 2012 - Nov 2016
2.45%
10 out of 408
4 Years Annualized Rolling Returns over time
4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.85% +14.27%
Sep 1988 - Aug 1993
-0.28%
Dec 2012 - Nov 2017
1.77%
7 out of 396
5 Years Annualized Rolling Returns over time
5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.86% +13.81%
Oct 1987 - Sep 1993
-0.41%
Dec 2012 - Nov 2018
1.04%
4 out of 384
6 Years Annualized Rolling Returns over time
6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.86% +13.02%
Jan 1985 - Dec 1991
+0.61%
Feb 2012 - Jan 2019
0.00%
0 out of 372
7 Years Annualized Rolling Returns over time
7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.86% +13.37%
Mar 1985 - Feb 1993
+1.53%
Oct 2014 - Sep 2022
0.00%
0 out of 360
8 Years Annualized Rolling Returns over time
8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.83% +12.83%
Jan 1985 - Dec 1993
+1.51%
Oct 2013 - Sep 2022
0.00%
0 out of 348
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.87% +11.39%
Mar 1985 - Feb 1995
+0.72%
Oct 2012 - Sep 2022
0.00%
0 out of 336
10 Years Annualized Rolling Returns over time
10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.92% +11.83%
Jan 1985 - Dec 1995
+1.38%
Nov 2011 - Oct 2022
0.00%
0 out of 324
11 Years Annualized Rolling Returns over time
11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.95% +10.96%
Mar 1985 - Feb 1997
+2.00%
Nov 2010 - Oct 2022
0.00%
0 out of 312
12 Years Annualized Rolling Returns over time
12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.97% +11.22%
Mar 1985 - Feb 1998
+2.53%
Dec 2009 - Nov 2022
0.00%
0 out of 300
13 Years Annualized Rolling Returns over time
13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.96% +10.92%
Jan 1985 - Dec 1998
+2.80%
Oct 2008 - Sep 2022
0.00%
0 out of 288
14 Years Annualized Rolling Returns over time
14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.99% +10.29%
Oct 1987 - Sep 2002
+2.93%
Dec 2007 - Nov 2022
0.00%
0 out of 276
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.02% +10.27%
Mar 1985 - Feb 2005
+3.58%
Oct 2002 - Sep 2022
0.00%
0 out of 216
20 Years Annualized Rolling Returns over time
20 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 30 Years (360 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.82% +8.32%
Mar 1985 - Feb 2015
+5.33%
Oct 1992 - Sep 2022
0.00%
0 out of 96
30 Years Annualized Rolling Returns over time
30 Years Annualized Rolling Returns Histogram

In order to have complete information about the portfolio, please refer to the US Inflation Protection Portfolio: ETF allocation and returns page.

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